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A nontrivial constant c=0.29795219028 in one and three dimensional random walks

Monday 26th June 2006 - 11:30 to 12:30
INI Seminar Room 1

Two different random walk problems, one in one dimension and the other in three dimensions, seem to share a nontrivial constant whose numerical value is c=0.29795219028.. In the first problem, this constant shows up in the finite size correction to the expected maximum of a discrete-time random walk on a continuous line with unform jump density. In the second problem, this constant appears as the `Milne extrapolation length' in the expression for flux of discrete-time random walkers to a spherical trap in three dimensions. We prove why the same constant appears in the two problems and derive an exact analytical formula for this constant.

University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons